Quantitative Analyst: Impairments

2 weeks ago


Johannesburg, Gauteng, South Africa Network Recruitment Full time

Job Title: Credit Risk Specialist at a Leading Consultancy


Company Overview: Join a leading consultancy with a global presence known for its top-tier professional services. As one of the prestigious Big 4 consultancies in South Africa, this company fosters a culture that values success and exceptional performance.


Job Description:

  • Play a crucial role in the team managing impairment and capital models, focusing on PD, LGD, and EAD models following IFRS9 standards.
  • Lead a team of experts and offer valuable insights into credit strategies for financial institutions and businesses.
  • Contribute significantly by providing input to enhance credit models.

Requirements:

  • Honours Degree in Statistics, Mathematics, or Actuarial Science
  • 2 to 5 years of experience in credit risk management
  • Proficiency in credit risk model development and validation
  • Expertise in impairment models (PD, LGD, EAD) and IFRS9 model construction
  • Experience in economic capital model development and working with SAS


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